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Time-series Analysis. Synonyms: repeated measures, longitudinal analysis Origin in economics, insurance, weather, social statistics Epidemiological applications: Surveillance data Monitoring Repeated visits or observation periods. Hallmarks of Time-series.

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slide1

Time-series Analysis

  • Synonyms: repeated measures, longitudinal analysis
  • Origin in economics, insurance, weather, social statistics
  • Epidemiological applications:
    • Surveillance data
    • Monitoring
    • Repeated visits or observation periods
slide2

Hallmarks of Time-series

  • Long string of regular measurements
  • Aggregated social or physical units
  • Several related variables
  • Noisy data, serial correlation
  • Advantage over discrete observation: detection of trend
  • Object: usually prediction, less often inference
slide3

Fancier Analysis: Time series (6 v 0)

MVPA(min/wk)

2 yr (n/2) 2 yr (n/2)

Community endpoint: Trend in mean MVPA

H0: Trend unchanged

Analysis: ...

slide4

Techniques for Time-series

  • Regression (lines, curves, waves)
  • Autoregressive moving average (ARIMA)
  • Generalized estimating equations (GEE)
  • Anything that takes advantage of order and serial correlation to characterize and compare trends and patterns
  • May provide the most precise picture pre- and post-intervention, boost power to detect change
slide5

Example: Impact of DRG’sDerby et al., Stroke 32:1487-91, 2001

  • Pawtucket Heart Health Prog surveillance data
  • Quarterly count of strokes per 10,000 population in MA and RI, 1980-92
  • Total and subtypes
  • Before and after reimbursement by Diagnosis-Related Groups (DRG)
  • Q:Did implementation of DRG’s affect
    • Total stroke reporting?
    • Reporting of subtypes?
slide6

Trend in total stroke reports was unaffected by onset of DRG reim-bursement ...

Derby et al., Stroke 32:1487-91, 2001

slide7

... but strokes classified as ‘cerebral occlusion’ increased ...

Derby et al., Stroke 32:1487-91, 2001